Let me try to explain it simply. If all genes are independent from each other and their expression levels do not vary across samples, then each gene's expression level should be approximately normally distributed after logarithmic transformation. (assuming that you are using Pearson where you need to log transform the counts) If you calculate Pearson correlation coefficients (PCC) between all gene pairs, because all genes are independent form each other, the population of PCCs that you obtained should be normally distributed. By chance, you should expect 5% of the PCCs to have p value less than 0.05. So, if a gene set analysis assumes independence among genes, this is what the analysis is expecting.
However, if some genes are dependent on each other, this will increase the number of significant PCCs. It is because when two genes are strongly dependent on each other, you would expect their PCC to be close to 1. So, more than 5% of the gene pairs will now have p value less than 0.05. So, the number of gene pairs with p value less than 0.05 is higher than what the analysis is expecting. Usually, we call genes with p value less than 0.05 to be "positive", so, in this case, false positive rate is inflated. However, whether those "positives" are really false or not actually depends on the experiment.
I hope this helps,